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Quasi-Random Numbers

Roman Maeder
Wolfram Research, Inc.

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Roman Maeder

This is a first look at a Mathematica package for the generation of Niederreiter sequences and other quasi-random numbers. Such sequences can be used in the Monte Carlo simulation; their lower discrepancies compared to good pseudo-random numbers lead to much-improved convergence. The package is a joint development of CSK (Schweiz) AG and MathConsult Dr. R. Mäder.